The Behavior Knowledge Space Fusion Method: Analysis of Generalization Error and Strategies for Performance Improvement

In the pattern recognition literature, Huang and Suen introduced the "multinomial" rule for fusion of multiple classifiers under the name of Behavior Knowledge Space (BKS) method [1]. This classifier fusion method can provide very good performances if large and representative data sets are available

Book reviews

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/45933/1/357_2005_Article_BF01195682.pd

Dynamically Controlled Length of Training Data for Sustainable Portfolio Selection

In a constantly changing market environment, it is a challenge to construct a sustainable portfolio. One cannot use too long or too short training data to select the right portfolio of investments. When analyzing ten types of recent (up to April 2018) extremely high-dimensional time series from automated trading domains, it was discovered that there is no a priori ‘optimal’ length of training history that would fit all investment tasks. The optimal history length depends of the specificity of the data and varies with time. This statement was also confirmed by the analysis of dozens of multi-dimensional synthetic time series data generated by excitable medium models frequently considered in studies of chaos. An algorithm for determining the optimal length of training history to produce a sustainable portfolio is proposed. Monitoring the size of the learning data can be useful in data mining tasks used in the analysis of sustainability in other research disciplines

Dynamically Controlled Length of Training Data for Sustainable Portfolio Selection

In a constantly changing market environment, it is a challenge to construct a sustainable portfolio. One cannot use too long or too short training data to select the right portfolio of investments. When analyzing ten types of recent (up to April 2018) extremely high-dimensional time series from automated trading domains, it was discovered that there is no a priori ‘optimal’ length of training history that would fit all investment tasks. The optimal history length depends of the specificity of the data and varies with time. This statement was also confirmed by the analysis of dozens of multi-dimensional synthetic time series data generated by excitable medium models frequently considered in studies of chaos. An algorithm for determining the optimal length of training history to produce a sustainable portfolio is proposed. Monitoring the size of the learning data can be useful in data mining tasks used in the analysis of sustainability in other research disciplines

Results in statistical discriminant analysis: a review of the former Soviet Union literature

Much work in discriminant analysis and statistical pattern recognition has been performed in the former Soviet Union. However, most results derived by former Soviet Union researchers are unknown to statisticians and statistical pattern recognition researchers in the West. We attempt to give a succinct overview of important contributions by Soviet Block researchers to several topics in the discriminant analysis literature concerning the small training-sample size problem. We also include a partial review of corresponding work done in the West.Plug-in statistical classifiers Asymptotic error-rate approximations Regularized discriminant analysis Nonparametric statistical classifiers Nonparametric error rate estimation Feature subset selection